Guangren Yang, Yiming Liu, Guangming Pan. Weighted covariance matrix estimation. Computational Statistics & Data Analysis, 139:82-98, 2019. [doi]
@article{YangLP19,
title = {Weighted covariance matrix estimation},
author = {Guangren Yang and Yiming Liu and Guangming Pan},
year = {2019},
doi = {10.1016/j.csda.2019.04.017},
url = {https://doi.org/10.1016/j.csda.2019.04.017},
researchr = {https://researchr.org/publication/YangLP19},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {139},
pages = {82-98},
}